I imagine the frame bends easy so be careful not to change the shape or youll have the lens constantly popping out. When I worked at SGH we had alot of Crosshair returns for this reason.
From what I've seen, the new Warden frames seem to be much more sturdy nowadays compared to when they were introduced. On first glace it doesn't seem to look too difficult to change lenses, though I must admit I've never tried before.
Definitely loosen the screws first. If you pop out the lenses without loosening you weaken the bevel on the edge of the lens and make it more likely to fall out.